+261.6%
BN vs WST
+321.8%
-60.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -10.9% | -4.6% | -6.3% | -9.9% |
| 3M | -11.1% | +5.7% | -16.8% | -12.5% |
| 6M | -4.4% | +37.6% | -41.9% | -12.5% |
| YTD | -14.1% | +23.0% | -37.2% | -19.3% |
| 1Y | -11.1% | +33.8% | -44.9% | -18.6% |
| 3Y | +75.6% | -13.4% | +88.9% | +69.8% |
| 5Y | +35.8% | -27.0% | +62.7% | +33.3% |
| 10Y | +261.6% | +324.5% | -63.0% | +106.7% |
| All | +261.6% | +321.8% | -60.3% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling